Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for power variations of pure-jump processes with application to activity estima\-tion |
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Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (English)
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11 May 2011
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activity index
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Blumenthal-Getoor index
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central limit theorem
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Itô semimartingale
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high-frequency data
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jumps
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realized power variation
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